Solution

ID: past-exam-of-the-short-options-course-of-the-university-of-oxford/2021/5/b/ii/solution

Use the causal convolution . The convolution theorem for Laplace transforms and (i) give
Since , uniqueness of the Laplace transform yields
At the right side is , agreeing with the empty convolution integral. Identification of as a Bessel function is unnecessary.

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